+55.7%
ZTS vs LHX
+227.8%
-172.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | -3.7% | -4.3% | +0.5% | -2.3% |
| 30D | -0.8% | -15.1% | +14.4% | +5.0% |
| 3M | -9.7% | -21.0% | +11.2% | -2.4% |
| 6M | -38.4% | -32.0% | -6.4% | -29.8% |
| YTD | -41.1% | -15.3% | -25.8% | -38.3% |
| 1Y | -50.6% | -11.1% | -39.6% | -49.4% |
| 3Y | -59.1% | +54.0% | -113.2% | -66.4% |
| 5Y | -62.7% | +17.1% | -79.8% | -66.8% |
| All | +55.7% | +227.8% | -172.1% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LHX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling